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Content
September 2010, Volume 80, Issue 17-18
- 1397-1404 A note on the properties of the reproductive dispersion model
by Xia, Tian & Wang, Yuebao
- 1405-1408 Sharp maximal bound for continuous martingales
by Ose[combining cedilla]kowski, Adam
- 1409-1413 A note on multivariate location and scatter statistics for sparse data sets
by Tyler, David E.
- 1414-1419 A note on the universal consistency of the kernel distribution function estimator
by Chacón, José E. & Rodríguez-Casal, Alberto
- 1420-1430 Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models
by Li, Jinyu & Liang, Wei & He, Shuyuan & Wu, Xianbin
- 1431-1436 A note on pooling of labels in random fields
by Van Lieshout, M.N.M. & Stoica, R.S.
- 1437-1441 The uniform laws of large numbers for the tent map
by Bae, Jongsig & Hwang, Changha & Jun, Doobae
- 1442-1446 The almost-sure population growth rate in branching Brownian motion with a quadratic breeding potential
by Berestycki, J. & Brunet, É. & Harris, J.W. & Harris, S.C.
- 1447-1458 Robust quantile estimation and prediction for spatial processes
by Dabo-Niang, Sophie & Thiam, Baba
- 1459-1466 A class of semiparametric rank-based tests for right-truncated data
by Shen, Pao-sheng
August 2010, Volume 80, Issue 15-16
- 1147-1156 Strong consistency of kernel estimates of regression function under dependence
by Walk, Harro
- 1157-1166 Patterns generated by -order Markov chains
by Fisher, Evan & Cui, Shiliang
- 1167-1173 The convergence of the Rényi entropy of the normalized sums of IID random variables
by Cui, Hongfei & Ding, Yiming
- 1174-1179 About conditional masking probability models
by Yu, Qiqing & Qin, Hao & Wang, Jiaping
- 1180-1184 The central limit theorem and ergodicity
by Niu, Yingxuan & Wang, Yi
- 1185-1195 On a robust local estimator for the scale function in heteroscedastic nonparametric regression
by Boente, Graciela & Ruiz, Marcelo & Zamar, Ruben H.
- 1196-1199 Gluing and coupling
by Ouyang, Shun-Xiang
- 1200-1209 Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
by Stabile, Gabriele & Torrisi, Giovanni Luca
- 1210-1217 Testing for lack of dependence between functional variables
by Aghoukeng Jiofack, Jean Gérard & Nkiet, Guy Martial
- 1218-1222 Controlling a stopped diffusion process to reach a goal
by Makasu, Cloud
- 1223-1233 Some limit properties for the mth-order nonhomogeneous Markov chains indexed by an m rooted Cayley tree
by Shi, Zhiyan & Yang, Weiguo
- 1234-1241 A note on some algorithms for the Gibbs posterior
by Chen, Kun & Jiang, Wenxin & Tanner, Martin A.
- 1242-1252 Marginal longitudinal semiparametric regression via penalized splines
by Al Kadiri, M. & Carroll, R.J. & Wand, M.P.
- 1253-1259 Hybrid bootstrap for mapping quantitative trait loci
by Sun, Hokeun & Keener, Robert W. & Kim, Dong-Yun
- 1260-1264 A note on asymptotic approximations of inverse moments of nonnegative random variables
by Shi, Xiaoping & Wu, Yuehua & Liu, Yu
July 2010, Volume 80, Issue 13-14
- 1043-1055 On the density of the sum of two independent Student t-random vectors
by Berg, C. & Vignat, C.
- 1056-1064 Consistency of random survival forests
by Ishwaran, Hemant & Kogalur, Udaya B.
- 1065-1069 A method for resolving ties in asymptotic relative efficiency
by Gerke, Travis A. & Randles, Ronald H.
- 1070-1078 On the residual dependence index of elliptical distributions
by Hashorva, Enkelejd
- 1079-1084 Exact bounds on the probability of at least k successes in n exchangeable Bernoulli trials as a function of correlation coefficients
by Zaigraev, Alexander & Kaniovski, Serguei
- 1085-1092 Some criteria on pth moment stability of impulsive stochastic functional differential equations
by Peng, Shiguo & Jia, Baoguo
- 1093-1102 The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions
by Withers, Christopher S. & Nadarajah, Saralees
- 1103-1110 Diversity analysis in multiple-choice questionnaires
by Wu, Haizhen & Kvizhinadze, Giorgi
- 1111-1120 Lower limits and upper limits for tails of random sums supported on
by Yu, Changjun & Wang, Yuebao & Cui, Zhaolei
- 1121-1127 Diffusion approximation of birth-death processes: Comparison in terms of large deviations and exit points
by Pakdaman, Khashayar & Thieullen, Michèle & Wainrib, Gilles
- 1128-1135 Weak type inequalities for vector-valued martingales
by Jiao, Yong & Peng, Lihua
- 1136-1140 Generalizing a theorem of Katz
by Spataru, Aurel
- 1141-1145 A note on stochastic integrals as L2-curves
by Tappe, Stefan
June 2010, Volume 80, Issue 11-12
- 911-915 Identifiability conditions for covariate effects model on survival times under informative censoring
by Ding, A. Adam
- 916-921 On the supremum of certain families of stochastic processes
by Li, Wenbo V. & Pillai, Natesh S. & Wolpert, Robert L.
- 922-925 On asymptotic convergence of the block-iterative Fisher scoring algorithm
by Hudson, Malcolm & Ma, Jun
- 926-931 Two-level fractional factorial designs in blocks of size two for the orthogonal estimation of all main effects and two-factor interactions
by Jacroux, Mike
- 932-938 The distribution of partially exchangeable random variables
by Peng, Hanxiang & Dang, Xin & Wang, Xueqin
- 939-944 Characterization of multinomial exponential families by generalized variance
by Ghribi, Abdelaziz & Masmoudi, Afif
- 945-949 Some stochastic comparisons in series systems with active redundancy
by Valdés, José E. & Arango, Gerardo & Zequeira, Romulo I. & Brito, Gerandy
- 950-957 Examples of optimal prediction in the infinite horizon case
by Cohen, Albert
- 958-961 Estimating the principal stratum direct effect when the total effects are consistent between two standard populations
by Chiba, Yasutaka
- 962-968 Finite and infinite time interval BSDEs with non-Lipschitz coefficients
by Fan, ShengJun & Jiang, Long
- 969-974 Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables
by Zhao, Peng & Balakrishnan, N.
- 975-981 Functional limit theorems for linear processes in the domain of attraction of stable laws
by Tyran-Kaminska, Marta
- 982-989 Descriptive measures for nominal categorical variables
by Biswas, Atanu & Mandal, Saumen
- 990-996 A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation
by Wang, Xue & Walker, Stephen G.
- 997-1004 A modification of profile empirical likelihood for the exponential-tilt model
by Inagaki, Kazuhisa & Komaki, Fumiyasu
- 1005-1014 The generalized linear exponential distribution
by Mahmoud, M.A.W. & Alam, Farouq Mohammad A.
- 1015-1021 On an asymptotic distribution of dependent random variables on a 3-dimensional lattice
by Harvey, Danielle J. & Weng, Qian & Beckett, Laurel A.
- 1022-1029 Empirical likelihood method for intermediate quantiles
by Li, Zhouping & Gong, Yun & Peng, Liang
- 1030-1038 Parameter estimation for fractional Ornstein-Uhlenbeck processes
by Hu, Yaozhong & Nualart, David
- 1039-1042 Chebyshev's inequality for Hilbert-space-valued random elements
by Prakasa Rao, B.L.S.
May 2010, Volume 80, Issue 9-10
- 747-751 A limit theorem for random sums modulo 1
by Szewczak, Zbigniew S.
- 752-755 Characterization of distributions through failure rate and mean residual life functions
by Nanda, Asok K.
- 756-763 Strong laws of large numbers for random fields in martingale type p Banach spaces
by Dung, Le Van & Tien, Nguyen Duy
- 764-770 On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity
by Rozovsky, Leonid
- 771-778 Limit theorems for projections of random walk on a hypersphere
by Skipper, Max
- 779-783 An extension of cusp estimation problem in ergodic diffusion processes
by Fujii, Takayuki
- 784-791 Tail dependence for two skew t distributions
by Fung, Thomas & Seneta, Eugene
- 792-796 A new proof that the product of three or more exponential random variables is moment-indeterminate
by Ostrovska, Sofiya & Stoyanov, Jordan
- 797-806 On generalized mean residual life of record values
by Kundu, Chanchal & Nanda, Asok K.
- 807-815 The Kullback information criterion for mixture regression models
by Hafidi, Bezza & Mkhadri, Abdallah
- 816-824 A clustering-based discretization for supervised learning
by Gupta, Ankit & Mehrotra, Kishan G. & Mohan, Chilukuri
- 825-833 Comparison of length-intensity estimators for segment processes
by Pawlas, Zbynek & Honzl, Ondrej
- 834-839 On system reliability in stress-strength setup
by EryIlmaz, Serkan
- 840-847 Polar sets for anisotropic Gaussian random fields
by Söhl, Jakob
- 848-859 Some properties of the residual lifetime of progressively Type-II right censored order statistics
by Hashemi, Marzieh & Tavangar, Mahdi & Asadi, Majid
- 860-863 On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables
by Sreehari, M.
- 864-873 On L[infinity] convergence of Neumann series approximation in missing data problems
by Chen, Hua Yun
- 874-885 On the conditional and unconditional distributions of the number of success runs on a circle with applications
by Inoue, Kiyoshi & Aki, Sigeo
- 886-891 A quantile based test for comparing cumulative incidence functions of competing risks models
by Sankaran, P.G. & Unnikrishnan Nair, N. & Sreedevi, E.P.
- 892-898 Asymptotic skewness in Birnbaum-Saunders nonlinear regression models
by Lemonte, Artur J. & Cordeiro, Gauss M.
- 899-902 On the Kolmogorov-Feller law for exchangeable random variables
by Stoica, George & Li, Deli
- 903-909 On the existence of solutions to BSDEs with generalized uniformly continuous generators
by Tian, Dejian & Jiang, Long & Davison, Matt
- 910-910 Corrigendum to: "On matricial measures of dependence in vector ARCH models with applications to diagnostic checking" [Statist. Probab. Lett. 68 (2004) 149-160]
by Duchesne, Pierre
April 2010, Volume 80, Issue 7-8
- 527-533 A note on assessing agreement for frailty models
by Guo, Ying & Manatunga, Amita K.
- 534-539 Distribution of extremal order statistics from large subsets of concomitants
by Wang, Ke & Nagaraja, H.N.
- 540-547 Local adaptive smoothing in kernel regression estimation
by Zheng, Qi & Kulasekera, K.B. & Gallagher, Colin
- 548-557 A note on the performance of the gamma kernel estimators at the boundary
by Zhang, Shunpu
- 558-565 Asymptotics for increments of stopped renewal processes
by Gut, Allan & Steinebach, Josef
- 566-572 Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion
by Jolis, Maria & Viles, Noèlia
- 573-580 On the structure of generalized threshold arch processes
by Gonçalves, E. & Mendes-Lopes, N.
- 581-586 Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing
by Ghalibaf, M. Bolbolian & Fakoor, V. & Azarnoosh, H.A.
- 587-591 Some maximal inequalities for quadratic forms of negative superadditive dependence random variables
by Eghbal, N. & Amini, M. & Bozorgnia, A.
- 592-596 Further comments on the representation problem for stationary processes
by Laurent, Stéphane
- 597-607 A generalized penalty function in the Sparre-Andersen risk model with two-sided jumps
by Zhang, Zhimin & Yang, Hu
- 608-611 On the non-equilibrium density of geometric mean reversion
by Yang, Zhaojun & Ewald, Christian-Oliver
- 612-620 An asymptotic expansion for the tail of compound sums of Burr distributed random variables
by Kortschak, Dominik & Albrecher, Hansjörg
- 621-630 Doubly robust semiparametric estimation for the missing censoring indicator model
by Subramanian, Sundarraman & Bandyopadhyay, Dipankar
- 631-638 A note on the geometric ergodicity of a nonlinear AR-ARCH model
by Meitz, Mika & Saikkonen, Pentti
- 639-647 The AU algorithm for estimating equations in the presence of missing data
by Zhao, Huixiu & Ma, Wen-Qing & Guo, Jianhua
- 648-653 Minimum-norm estimation for a bi-exponential survival model
by Nov, Yuval & Davidov, Ori
- 654-661 On reversed hazard rate in general mixture models
by Li, Xiaohu & Da, Gaofeng & Zhao, Peng
- 662-669 Ruin probability in a one-sided linear model with constant interest rate
by Peng, Jiangyan & Huang, Jin
- 670-677 Compatibility of conditionally specified models
by Chen, Hua Yun
- 678-682 Logarithmic estimates for nonsymmetric martingale transforms
by Ose[combining cedilla]kowski, Adam
- 683-689 Dominated concentration
by Maurer, Andreas
- 690-696 A note on the doubly reflected backward stochastic differential equations driven by a Lévy process
by Fan, Xiliang & Ren, Yong & Zhu, Dongjin
- 697-705 Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes
by Veillette, Mark & Taqqu, Murad S.
- 706-710 Generalized incomplete Trojan-type designs
by Jaggi, Seema & Varghese, Cini & Varghese, Eldho & Sharma, V.K.
- 711-717 Ordered properties on the residual life and inactivity time of (n-k+1)-out-of-n systems under double monitoring
by Zhang, Zhengcheng & Yang, Yonghong
- 718-725 Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models
by Rocha, Andréa V. & Simas, Alexandre B. & Cordeiro, Gauss M.
- 726-732 Robust inference strategy in the presence of measurement error
by Ahmed, S. Ejaz & Hussein, Abdulkadir & Nkurunziza, Sévérien
- 733-738 Coverage probabilities of simultaneous confidence bands and regions for log-location-scale distributions
by Hong, Yili & Escobar, Luis A. & Meeker, William Q.
- 739-746 Comparing extreme models when the sign of the extreme value index is known
by Li, Deyuan & Peng, Liang
March 2010, Volume 80, Issue 5-6
- 263-269 A note on the path to extinction of critical Markov branching processes
by Wu, Xiaowei & Kimmel, Marek
- 270-276 Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing
by Binkowski, Karol & Kozek, Andrzej
- 277-284 On the first passage problem for correlated Brownian motion
by Metzler, Adam
- 285-292 Complete moment convergence of moving average processes under [phi]-mixing assumptions
by Zhou, Xingcai
- 293-295 A simple characterization of Student's t3 distribution
by Akhundov, I. & Nevzorov, V.B.
- 296-308 On the collision local time of sub-fractional Brownian motions
by Yan, Litan & Shen, Guangjun
- 309-317 On numbers of observations near randomly indexed order statistics
by Dembinska, Anna
- 318-323 Strong uniform consistency of kernel density estimators under a censored dependent model
by Fakoor, V.
- 324-332 Successive approximation of neutral functional stochastic differential equations with jumps
by Boufoussi, Brahim & Hajji, Salah
- 333-342 Evaluations of the mean residual lifetime of an m-out-of-n system
by Raqab, Mohammad Z.
- 343-347 The discovery of mean square error consistency of a ridge estimator
by Luo, June
- 348-356 A weak limit theorem for generalized multifractional Brownian motion
by Dai, Hongshuai & Li, Yuqiang
- 357-360 The Pickands representation of survival Marshall-Olkin copulas
by Mai, Jan-Frederik & Scherer, Matthias
- 361-365 A note on the cross-covariance operator and on congruence relations for Hilbert space valued stochastic processes
by King, David
- 366-375 On a multi-threshold compound Poisson process perturbed by diffusion
by Mitric, Ilie-Radu & Sendova, Kristina P. & Tsai, Cary Chi-Liang
- 376-380 Consistency of multivariate log-concave density estimators
by Schuhmacher, Dominic & Dümbgen, Lutz
- 381-385 On the optimal amount of experimentation in sequential decision problems
by Rosenberg, Dinah & Solan, Eilon & Vieille, Nicolas
- 386-389 A queuing system with time varying rates
by Flick, Allen & Liao, Ming
- 390-402 Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence
by Wang, Haiyan & Higgins, James & Blasi, Dale
- 403-412 Shape-restricted inference for Lorenz curves using duality theory
by Dentcheva, Darinka & Penev, Spiridon
- 413-420 Some remarks on Lp dispersion orderings
by López-Díaz, Miguel
- 421-426 Quasi-martingales with a linearly ordered index set
by Cassese, Gianluca
- 427-436 On the classical risk model with credit and debit interests under absolute ruin
by Wang, Chunwei & Yin, Chuancun & Li, Erqiang
- 437-444 Detecting finiteness in the right endpoint of light-tailed distributions
by Neves, Cláudia & Pereira, António
- 445-451 Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution
by Jamalizadeh, A. & Balakrishnan, N. & Salehi, Mehdi
- 452-461 Exponential inequalities and inverse moment for NOD sequence
by Wang, Xuejun & Hu, Shuhe & Yang, Wenzhi & Ling, Nengxiang
- 462-472 The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
by Yu, Changjun & Wang, Yuebao & Yang, Yang
- 473-479 On the relationships between copulas of order statistics and marginal distributions
by Navarro, Jorge & Spizzichino, Fabio
- 480-488 On the association of sum- and max-stable processes
by Wang, Yizao & Stoev, Stilian A.
- 489-496 Remarks on the SLLN for linear random fields
by Banys, Povilas & Davydov, Youri & Paulauskas, Vygantas
- 497-504 Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates
by Huang, Zhensheng & Zhou, Zhangong & Jiang, Rong & Qian, Weimin & Zhang, Riquan
- 505-512 Sanov's theorem in the Wasserstein distance: A necessary and sufficient condition
by Wang, Ran & Wang, Xinyu & Wu, Liming
- 513-518 Sufficient conditions for stochastic equality of two distributions under some partial orders
by Prakasa Rao, B.L.S. & Singh, Harshinder
- 519-526 Dynkin's formula under the G-expectation
by Chen, Xiaoyan
February 2010, Volume 80, Issue 3-4
- 143-154 Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
by Yang, Yang & Wang, Yuebao
- 155-160 Sharpened versions of a Kolmogorov's inequality
by Antonov, Sergei N. & Kruglov, Victor M.
- 161-168 Semiparametric estimation of survival function when data are subject to dependent censoring and left truncation
by Shen, Pao-sheng
- 169-176 Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors
by Song, Weixing
- 177-185 An optimal response-adaptive design with dual constraints
by Biswas, Atanu & Bhattacharya, Rahul
- 186-190 A note on adiabatic theorem for Markov chains
by Kovchegov, Yevgeniy
- 191-195 Generalized Peng's g-expectations and related properties
by Hu, Feng & Chen, Zengjing
- 196-205 Numbers of near-maxima for the bivariate case
by Bairamov, I. & Stepanov, A.
- 206-214 Hypothesis testing for two discrete populations based on the Hellinger distance
by Basu, A. & Mandal, A. & Pardo, L.
- 215-220 Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
by Tsukuma, Hisayuki
- 221-227 No-information secretary problems with cardinal payoffs and Poisson arrivals
by Ferenstein, Elzbieta Z. & Krasnosielska, Anna
- 228-235 On the asymptotic behavior of general projection-pursuit estimators under the common principal components model
by Boente, Graciela & Molina, Julieta & Sued, Mariela
- 236-241 Consistent density deconvolution under partially known error distribution
by Schwarz, Maik & Van Bellegem, Sébastien
- 242-247 Simulating the Dickman distribution
by Devroye, Luc & Fawzi, Omar
- 248-253 Generalized continuous isotonic regression
by Groeneboom, Piet & Jongbloed, Geurt
- 254-261 Least squares approximation with a diverging number of parameters
by Leng, Chenlei & Li, Bo
January 2010, Volume 80, Issue 2
- 77-81 A sharp minimax lower bound for the nonparametric estimation of Sobolev densities of order
by Efromovich, Sam
- 82-88 Stigler's approach to recovering the distribution of first significant digits in natural data sets
by Lee, Joanne & Cho, Wendy K. Tam & Judge, George G.
- 89-95 A generalized regression model for a binary response
by Kateri, Maria & Agresti, Alan
- 96-103 Centered and non-centered principal component analyses in the frequency domain
by Boudou, A. & Cabral, E.N. & Romain, Y.
- 104-110 Occupation times and Bessel densities
by Kovchegov, Yevgeniy & Meredith, Nick & Nir, Eyal
- 111-121 Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
by Yang, Hu & Li, Tingting
- 122-127 Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process
by Diop, Aliou & Yode, Armel Fabrice
- 128-133 Marcus-Talpaz simultaneous lower confidence bounds for contrasts between treatment and control means
by Nashimoto, Kane & Wright, F.T.
- 134-142 On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring
by Robert, C.Y.
January 2010, Volume 80, Issue 1
- 1-8 Tests for normality in classes of skew-t alternatives
by Carota, Cinzia
- 9-18 A method for obtaining Laplace transforms of order statistics of Erlang random variables
by Hlynka, M. & Brill, P.H. & Horn, W.
- 19-25 Some applications of indicator function in two-level factorial designs
by Ou, Zujun & Qin, Hong
- 26-33 Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations
by Hwang, S.Y. & Baek, J.S. & Park, J.A. & Choi, M.S.
- 34-41 Large deviations in testing Jacobi model
by Zhao, Shoujiang & Gao, Fuqing
- 42-49 Sensitivity analysis for averaged asset price dynamics with gamma processes
by Kawai, Reiichiro & Takeuchi, Atsushi
- 50-56 Impulsive-integral inequality and exponential stability for stochastic partial differential equations with delays
by Chen, Huabin
- 57-62 A note on the existence of the posteriors for one-way random effect probit models
by Lin, Xiaoyan & Sun, Dongchu
- 63-68 A fast and simple algorithm for finding the modes of a multinomial distribution
by White, W.T.J. & Hendy, M.D.
- 69-75 Testing independence of two autocorrelated binary time series
by Chou, Cheng & Chu, Chia-Shang J.
December 2009, Volume 79, Issue 24
- 2443-2450 A note on testing regime switching assumption based on recurrence times
by Sen, Rituparna & Hsieh, Fushing
- 2451-2455 A characterization of the arcsine distribution
by Schmidt, Karl Michael & Zhigljavsky, Anatoly
- 2456-2461 Surveys with negative questions for sensitive items
by Esponda, Fernando & Guerrero, Victor M.
- 2462-2468 Observation-driven generalized state space models for categorical time series
by Zhen, X. & Basawa, I.V.
- 2469-2475 Nested classes of C-semi-selfdecomposable distributions
by Rajba, Teresa
- 2476-2483 Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process
by Nagakura, Daisuke
- 2484-2492 On parameter estimation for switching diffusion process
by Gassem, Anis
- 2493-2500 A generalization of the exponential-Poisson distribution
by Barreto-Souza, Wagner & Cribari-Neto, Francisco
- 2501-2503 Product of n independent uniform random variables
by Dettmann, Carl P. & Georgiou, Orestis
December 2009, Volume 79, Issue 23
- 2381-2388 On the expectations of maxima of sets of independent random variables
by Tokarev, Daniel V. & Borovkov, Konstantin A.
- 2389-2396 Spectral analysis for intrinsic time processes
by Ishioka, Takahide & Kawamura, Shunsuke & Amano, Tomoyuki & Taniguchi, Masanobu
- 2397-2404 Limit theorems of general functions of independent and identically distributed random variables
by Nidhin, K. & Chandran, C.
- 2405-2414 On the weak laws of large numbers for arrays of random variables
by Meng, Yanjiao & Lin, Zhengyan
- 2415-2421 Covariance function of vector self-similar processes
by Lavancier, Frédéric & Philippe, Anne & Surgailis, Donatas
- 2422-2428 Randomization in the first hitting time problem
by Jackson, Ken & Kreinin, Alexander & Zhang, Wanhe
- 2429-2436 A version of the Elfving problem with random starting time
by Krasnosielska, Anna
- 2437-2442 Improving efficient marginal estimators in bivariate models with parametric marginals
by Peng, Hanxiang & Schick, Anton
November 2009, Volume 79, Issue 22
Printed from https://ideas.repec.org/s/eee/stapro21.html
